Some Counterexamples to the Central Limit Theorem for Random Rotations

نویسندگان

چکیده

Abstract Fix an irrational number $$\alpha $$ α , and consider a random walk on the circle in which at each step one moves to $$x+\alpha x + or $$x-\alpha - with probabilities 1/2, 1/2 provided current position is x . If observable given we can study process called additive functional of this walk. One formulate certain relations between regularity Diophantine properties implying central limit theorem. It proven here that for every Liouville angle there exists smooth such theorem fails. We construct also fails some analytic observable. For angles counterexample as well. An interesting question remained open.

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

The Central Limit Theorem for Random Perturbations of Rotations

We prove a functional central limit theorem for stationary random sequences given by the transformations T ;! (x; y) = (2x; y + ! + x) mod 1 on the two-dimensional torus. This result is based on a functional central limit theorem for ergodic stationary martingale diierences with values in a separable Hilbert space of square integrable functions.

متن کامل

Central Limit Theorem in Multitype Branching Random Walk

A discrete time multitype (p-type) branching random walk on the real line R is considered. The positions of the j-type individuals in the n-th generation form a point process. The asymptotic behavior of these point processes, when the generation size tends to infinity, is studied. The central limit theorem is proved.

متن کامل

Central Limit Theorem for Random Fields

A new variant of CLT is established for random elds de ned on Rd which are strictly stationary, with nite second moment and weakly dependent (comprising cases of positive or negative association). The summation domains grow in the van Hove sense. Simultaneously the indices of observations form more and more dense grids in these domains. Thus the e ect of combining two scaling procedures is stud...

متن کامل

A Central Limit Theorem for Random Fields

A central limit theorem is proved for α-mixing random fields. The sets of locations where the random field is observed become more and more dense in an increasing sequence of domains. The central limit theorem concerns these observations. The limit theorem is applied to obtain asymptotic normality of kernel type density estimators. It turns out that in our setting the covariance structure of th...

متن کامل

Central Limit Theorem and Almost Sure Central Limit Theorem for the Product of Some Partial Sums

Let (Xn)n≥1 be a sequence of independent identically distributed (i.i.d.) positive random variables (r.v.). Recently there have been several studies to the products of partial sums. It is well known that the products of i.i.d. positive, square integrable random variables are asymptotically log-normal. This fact is an immediate consequence of the classical central limit theorem (CLT). This point...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Journal of Statistical Physics

سال: 2022

ISSN: ['0022-4715', '1572-9613']

DOI: https://doi.org/10.1007/s10955-022-02975-7